Estimation of the Hurst parameter of tne Fractional Brownian Motion in one model with measurement errors
Consistent estimation of the Hurst parameter of tne Fractional Brownian Motion by observations with errors is found.
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| Format: | Article |
| Language: | English |
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State University “Uzhhorod National University”
2017-12-01
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| Series: | Науковий вісник Ужгородського університету. Серія: Математика і інформатика |
| Online Access: | http://visnyk-math.uzhnu.edu.ua/article/view/144425 |
| Summary: | Consistent estimation of the Hurst parameter of tne Fractional Brownian Motion by observations with errors is found. |
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| ISSN: | 2616-7700 |